EXCLUSIVE: Ryan Lochte on How He's Staying Positive Through 'Dancing With the Stars' Struggles

Ryan Lochte has arguably had the roughest start of anyone in the history of Dancing With the Stars, but he's not about to let himself get discouraged.

ET was the first to join the U.S. Olympic gold medalist in rehearsal on Friday with pro partner Cheryl Burke, where Lochte shared how he's been able to apply lessons from swimming to help him stay positive.

"I've had bad races, so it's up to me to forget about those bad races and move on. Never dwell in the past," he explained. "I have to stay positive and I have to keep moving forward."

Immediately following his first dance, protesters wearing anti-Lochte shirts stormed the DWTS stage in the middle of judge Carrie Ann Inaba's critique of the performance, causing security to intervene.

"When that happened, I thought it was part of the show," Lochte recalled. "I was like, 'Alright guys, that's really not funny and then I realized it was for real and I was just in shock. And with mom being in the stands, she saw her son go through that and then Cheryl ... I didn't want that for anyone, so after that happened, I was like, 'I'm just going to quit. I don't want this for the show.' I was just going to hang it up, but then talking with [Burke] and talking with my family, they really stuck behind me and said, 'You got to keep doing this. You're a fighter. You don't quit.'"

Adding to his stress, Lochte wasn't sure his dance would be good enough to carry him through to the next round.

"I definitely prepared [for the worst]. Like, if we were going to go home, we were going to go home," Lochte said. "I had a wonderful journey. I met so many new people, but in the back of my head I was just trying to be positive as much as possible."

Scooting passed by the skin of his teeth, Lochte will get another chance to wow the judges next week when he performs the cha cha, and Burke has one key to keep him in the game -- posture.

"I spent 26 years of my life perfecting a swimmer's [posture]," Lochte said. "Now that I have it, I can't have it anymore. It's so awkward."

Monday night's show comes with an extra twist as the remaining 12 contestants will be pitted against each other to fight for immunity. Dueling couples will dance the same style to a different song, and the couple with the highest score will be safe from elimination.

Lochte is going head to head with IndyCar driver James Hinchcliffe, who has been at the top of the leaderboard, but Lochte has a secret weapon.

"I might just have to walk out and strip my clothes off," he joked.

"We have to save that," said Burke. "Hopefully we can save that for later."